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Stress testing / Liquidity and funding risk [57]

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Bullet points include: Very important to have clear and well-delineated responsibilities, e.g. Asset-Liability Management to include liquidity risk management of Collateral Risk from SPVs / SPEs Investment portfolio and liquidity positions of subsidiaries Treasury function to manage money market positions and funding requirements Risk measurement and supervision by Liquidity Risk Control and limit setting and economic control by ALCO

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